3.83Open3.42Pre Close3 Volume398 Open Interest22.50Strike Price1.15KTurnover60.01%IV1.22%PremiumJan 17, 2025Expiry Date3.60Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8601Delta0.0827Gamma5.04Leverage Ratio-0.0119Theta-0.0088Rho-4.33Eff Leverage0.0105Vega